Probit transformation for nonparametric kernel estimation of the copula density

DOI10.3150/15-BEJ798zbMath1392.62101arXiv1404.4414OpenAlexW2120844127MaRDI QIDQ527470

Arthur Charpentier, Gery Geenens, Davy Paindaveine

Publication date: 11 May 2017

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.4414

zbMATH Keywords

boundary biasunbounded densitycopula densitylocal likelihood density estimationtransformation kernel density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

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